I've just added the fs2002 sdk to my fs9 gmax gamepack as its discribed in the "Installing the FS2004 GMax SDK over the FS2002 GMax SDK" documentary in the fs9 gamepack folder (After an tutorial here on fsdeveloper: "Installing FS2002 GMax gamepack").
So the only plugin im using is MakeMDL till now, but I know I have to use others in the next steps...

When I try to export the arial-plane gmax gives me this mesage:

MakeMDL was not found, or failed to convert the model specified in 'C:\Users\Dominik\Desktop\finthen\finthen\scenery\arial' to a .MDL file. check your system path to ensure MakeMDL is on it.

I recently re-installed my setup and got the same error. Mine was resolved when I altered the Path to the plugin from within gmax. Try it...go to configure/paths and choose the plugin tab....click on fs2002, and "modify" what's shown to include the entire path (including the drive letter). That did it for me.

I just reinstallled gmax 1.2 from the fs9 disc... (After I checked the plugin-path like bob5568 described)
Now, could you guys give me a describtion on how to istall the 2002sdk?
I haven't installed the 2004sdk now, so is there any installer for the 2002sdk?
I also already tried to just copie the "Flightsim" folder out of the gmax.cab on fs2002 pro disc 1 to the gamepacks folder in gmax, and added the modelMDL plugin in normal gmax as bob5568 it described but again, same faliture.

When you say the "path to the plugin was right", did that path include the drive letter? Mine didn't, and when I added the drive letter, it worked. Before I added the drive letter, it didn't work. Did you read the document, installing fs2002 gamepack over fs2004 gamepack? There was specific instructions on how to populate the .ini files. If you skipped that, read that doc and do what it says.

The path included the drive letter...
And in the "installing fs2002 gamepack over fs2004 gamepack" documentary is said:

Note: When you installed the FS2004 gmax SDK, the setup program placed copies of gmax.ini, plugin.ini, and FS2002.lnk as described above in steps 5, 6, and 7 in the c:\gmax\gamepacks\fs2004\docs directory.

Click to expand...

I also compared the .ini's content with the one of the documentary...they are the same....but I gave it a try and copied the documentary's content to the two .ini's, so gmax resetted and than (I think that was the way you installed your 2002sdk) I had to correct the path to MakeMDL.
But as result their was no difference...

I'm sorry the install is still not working for you. I use Win 7 pro, and I would have guessed vista would behave similarly, but at this point I'm out of ideas. There was an upgrade to makemdl after the sdk was released. I forget where I found it, I think its available on this site somewhere. Seems like a long shot, but at this point, who knows?